Introduction to numerical linear algebra

In this lecture numerical solvers for linear systems and eigenvalue problems are taught. We introduce direct and iterative solvers and go into some details.

Lecture and Exercise times:	Tuesday	13.00 - 15:00		G05-308
	Wednesday	011:00 - 13:00		G22A-210
	Friday	09.00 - 11:00		G22A-210

Content

• Linear Systems:
  • Direct Solvers
  • Stationary iterative methdos
  • Krylov subspace methods (CG, MINRES,GMRES) for large matrices
  • Preconditioning
• Eigen value problems:
  • Basics
  • QR algorithm for small dense matrices
  • special algorithms for symmetric matrices
  • Lanczos & Arnoldi methods for large sparse matrices